The Ghanaian star, 36, has been a free agent for a year since leaving Indonesian outfit Persib Bandung last March.
Now Essien has completed his move to Sabail FK in Azerbaijan where he will take on the role both player and Under-19 team coach.
Explaining his reasoning for the odd move, ex-Blues ace Essien revealed: "I was here three weeks ago.
"I had a good chat with the club and they told me about the project.
"I thought about it, liked it and here we are. It's a different thing to what I have seen before.
"It looks interesting and exciting, so I'm happy to be here."
Sabail becomes the eighth professional club of Essien's career.